| Machine Learning the Cross-Section of Intraday Option Returns (Machine Learning /Big Data) |
BSc and MSc |
Ziwei Zhang |
| Portfolio choice with option implied information (Machine Learning ) |
BSc and MSc |
Vishalini Balakrishnan |
| High Frequency Announcements (Machine Learning/Big Data ) |
BSc and MSc |
Mahsa Hajlotfalia |
| Machine Learning for Cross-sectional Stock (Machine learning) |
BSc and MSc |
Mahsa Hajlotfalia |
| Risk-Adjusted Performance Evaluation of Private Equity Funds Using a Dividend Strip Approach (Machine Learning) |
BSc and MSc |
Mahsa Hajlotfalia |
| Deep Learning Statistical Arbitrage (Deep Learning) |
BSc and MSc |
Asen karakanovski |
| Adaptive Group Lasso for Equity Prediction (Machine Learning) |
BSc and MSc |
Alexander Walter |
| Multi-Target Learning for Empirical Asset Pricing (Machine Learning) |
BSc and MSc |
Alexander Walter |
| On the Importance of Option-implied Factors (Machine Learning) |
BSc and MSc |
Alexander Walter |
| Group Lasso for Factor Selection (Machine Learning) |
BSc and MSc |
Alexander Walter |
